+15.8%
BABA vs UNP
+321.0%
-305.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.4% | -6.1% | -4.5% |
| 7D | +3.8% | -3.3% | +7.1% | +4.9% |
| 30D | -5.4% | +6.7% | -12.1% | -7.7% |
| 3M | -17.9% | +1.8% | -19.7% | -18.7% |
| 6M | -24.1% | +13.3% | -37.4% | -28.1% |
| YTD | -27.4% | +30.3% | -57.8% | -35.0% |
| 1Y | -36.1% | +36.9% | -73.0% | -43.9% |
| 3Y | +35.4% | +50.9% | -15.6% | +13.3% |
| 5Y | -30.1% | +37.9% | -68.0% | -40.3% |
| 10Y | +15.8% | +293.8% | -277.9% | -17.9% |
| All | +15.8% | +321.0% | -305.1% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UNP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling